Pages that link to "Item:Q2011519"
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The following pages link to Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519):
Displaying 9 items.
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- Copula modeling for discrete random vectors (Q830311) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Geometry of discrete copulas (Q2001094) (← links)
- Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
- Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
- On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)